The following steps all require to be done in the level editor.
Go in the Edit menu and select Add Music Track. A new object should be added to the level.
Once the object is added, select it and open the Properties tab. There, you will find the import panel.
The import panel features 5 important elements:
After clicking the import button, a new window should appear where you can select the file.
To remove an embedded file, delete the corresponding Music Track object from the level.
To use a Music Track open the Library tab and type music in the search bar. Look for an object called MusicTrigger with a green cube icon and place it.